CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 1.3640 1.3694 0.0054 0.4% 1.3562
High 1.3716 1.3702 -0.0014 -0.1% 1.3716
Low 1.3620 1.3576 -0.0044 -0.3% 1.3456
Close 1.3687 1.3585 -0.0102 -0.7% 1.3585
Range 0.0096 0.0126 0.0030 31.3% 0.0260
ATR 0.0130 0.0130 0.0000 -0.2% 0.0000
Volume 74,106 76,663 2,557 3.5% 393,781
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.3999 1.3918 1.3654
R3 1.3873 1.3792 1.3620
R2 1.3747 1.3747 1.3608
R1 1.3666 1.3666 1.3597 1.3644
PP 1.3621 1.3621 1.3621 1.3610
S1 1.3540 1.3540 1.3573 1.3518
S2 1.3495 1.3495 1.3562
S3 1.3369 1.3414 1.3550
S4 1.3243 1.3288 1.3516
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.4366 1.4235 1.3728
R3 1.4106 1.3975 1.3657
R2 1.3846 1.3846 1.3633
R1 1.3715 1.3715 1.3609 1.3781
PP 1.3586 1.3586 1.3586 1.3618
S1 1.3455 1.3455 1.3561 1.3521
S2 1.3326 1.3326 1.3537
S3 1.3066 1.3195 1.3514
S4 1.2806 1.2935 1.3442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3716 1.3456 0.0260 1.9% 0.0119 0.9% 50% False False 78,756
10 1.3716 1.3456 0.0260 1.9% 0.0119 0.9% 50% False False 84,167
20 1.3716 1.3200 0.0516 3.8% 0.0135 1.0% 75% False False 94,785
40 1.3716 1.3146 0.0570 4.2% 0.0130 1.0% 77% False False 69,092
60 1.3716 1.2865 0.0851 6.3% 0.0125 0.9% 85% False False 46,145
80 1.3716 1.2690 0.1026 7.6% 0.0123 0.9% 87% False False 34,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4238
2.618 1.4032
1.618 1.3906
1.000 1.3828
0.618 1.3780
HIGH 1.3702
0.618 1.3654
0.500 1.3639
0.382 1.3624
LOW 1.3576
0.618 1.3498
1.000 1.3450
1.618 1.3372
2.618 1.3246
4.250 1.3041
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 1.3639 1.3646
PP 1.3621 1.3626
S1 1.3603 1.3605

These figures are updated between 7pm and 10pm EST after a trading day.

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